+3.7%
NOW vs IOT
+61.2%
-57.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -4.9% |
| 7D | -6.1% | +2.8% | -8.9% | -7.1% |
| 30D | +7.5% | -1.8% | +9.3% | +8.1% |
| 3M | +17.5% | +17.9% | -0.3% | +10.6% |
| 6M | +7.9% | +13.5% | -5.6% | +3.7% |
| YTD | -12.4% | +13.3% | -25.6% | -16.6% |
| 1Y | -28.6% | -3.3% | -25.2% | -29.0% |
| 3Y | +11.8% | +31.3% | -19.5% | -5.0% |
| All | +3.7% | +61.2% | -57.5% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling